Learning objectives
The student will become familiar with the concepts of efficiency, official statements, bubbles, heterogeneity, financial crises, etc. That will allow him to understand the actual functioning of financial markets, and the role of central banks. The econometric tool will enable him to test the main theoretical results empirically, and will also provide him a methodology useful for other economic courses.
Prerequisites
micro and macroeconomics, statistics
Course unit content
In this course the most recent theories are detailed along with the corresponding applications related to financial markets and credit. Many economic examples drawn from reality are examined. Subsequently, the main forecasting techniques and the corresponding empirical testing are analyzed through the use of an econometric software.
Full programme
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Bibliography
Dispense di Analisi e previsione Previsione dei mercati finanziari, a.a. 2010/2011: Parte teorica)
Dispense di Analisi e previsione Previsione dei mercati finanziari, a.a. 2010/2011: parte II – Parte economerica)
Teaching methods
Classroom lectures and computer use
Assessment methods and criteria
Oral examination
Other information
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